SOFI
Gamma exposure · dealer positioning
Expected Move
ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.
NearestJul 2
±$0.70 (±3.9%)
17.23 — 18.63
MonthlyJul 17
±$1.77 (±9.9%)
16.16 — 19.70
QuarterlySep 18
±$4.28 (±23.9%)
13.65 — 22.21
Spot
17.9
Call Wall
18.5
Put Wall
17.5
Zero Gamma
17.8
Net GEX ($M)
35.9
Gamma exposure by strike ($M, per 1% move)
Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 18.6
Near EM 17.2
1M EM 19.7
1M EM 16.2
Spot 17.9
20.5
20
3.5
19.5
4.9
19
12.5
18.5
3.3
17.6
Call Wall
18
5.5
13.2
17.5
5.8
4.9
Put Wall
17
5
1.3
16.5
2.1
16
15.5